qis.create_overlay_portfolio_curve

qis.create_overlay_portfolio_curve(principal_nav, overlay_nav, principal_weight=1.0, max_overlay_weight=1.0, rebalancing_freq='QE', is_principal_weight_fixed=True)[source]

compute overlays for weights from 0% to 100%

Parameters:

  • principal_nav (Series)

  • overlay_nav (Series)

  • principal_weight (float)

  • max_overlay_weight (float)

  • rebalancing_freq (str)

  • is_principal_weight_fixed (bool)

Return type:

DataFrame